Selected Entire List   Ribas, Carmen   University of Barcelona - Department of Actuarial, Financial and Economic Mathematics  Avda. Diagonal 690  Barcelona, 08034  Spain  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Ribas, Carmen's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 258 Total Citations 0 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Stress-Testing the Impact of Group Dependence on Credit Portfolio Risk | Show Abstract Hide Abstract | Download | STRESS-TESTING FOR FINANCIAL INSTITUTIONS, Harald Scheule, Daniel Rösch, eds., Incisive Media, 2009 Accepted Paper Series Vanduffel, Steven Vrije Universiteit Brussel (VUB) Aver, Bostjan affiliation not provided to SSRN Chernih, Andrew affiliation not provided to SSRN Henrard, Luc BNP Paribas Ribas, Carmen University of Barcelona - Department of Actuarial, Financial and Economic Mathematics Posted: 15 Mar 09 258 (57,127)   Dependence, correlations, credit risk, contagion, group risk, Panjer's recursion Records 1 - 1 of 1 matches [ 1 ]

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